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ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS - MaRDI portal

ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346)

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ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
scientific article

    Statements

    title
    ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (English)
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    author
    Dennis Kristensen
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    Anders Rahbek
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    publication date
    8 March 2006
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    Identifiers

    zbMATH DE Number
    5009940
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    OpenAlex ID
    W2146774659
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